DZ Bank Put 80 NDA 20.12.2024
/ DE000DJ3S151
DZ Bank Put 80 NDA 20.12.2024/ DE000DJ3S151 /
2024-08-30 9:35:03 PM |
Chg.-0.020 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.320EUR |
-1.49% |
1.320 Bid Size: 3,000 |
1.380 Ask Size: 3,000 |
AURUBIS AG |
80.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ3S15 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.17 |
Implied volatility: |
0.44 |
Historic volatility: |
0.33 |
Parity: |
1.17 |
Time value: |
0.21 |
Break-even: |
66.20 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
4.55% |
Delta: |
-0.69 |
Theta: |
-0.02 |
Omega: |
-3.40 |
Rho: |
-0.18 |
Quote data
Open: |
1.340 |
High: |
1.340 |
Low: |
1.240 |
Previous Close: |
1.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.76% |
1 Month |
|
|
+21.10% |
3 Months |
|
|
+46.67% |
YTD |
|
|
+3.94% |
1 Year |
|
|
-25.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.380 |
1.250 |
1M High / 1M Low: |
1.860 |
1.090 |
6M High / 6M Low: |
2.300 |
0.680 |
High (YTD): |
2024-03-05 |
2.300 |
Low (YTD): |
2024-07-10 |
0.680 |
52W High: |
2024-03-05 |
2.300 |
52W Low: |
2024-07-10 |
0.680 |
Avg. price 1W: |
|
1.318 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.501 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.251 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.397 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
194.84% |
Volatility 6M: |
|
155.27% |
Volatility 1Y: |
|
121.22% |
Volatility 3Y: |
|
- |